Why stocks may disappoint
Top Cited Papers
- 25 February 2005
- journal article
- Published by Elsevier
- Vol. 76 (3) , 471-508
- https://doi.org/10.1016/j.jfineco.2004.03.009
Abstract
No abstract availableKeywords
All Related Versions
This publication has 38 references indexed in Scilit:
- Learning Under AmbiguitySSRN Electronic Journal, 2003
- Portfolio choice and equity characteristics: characterizing the hedging demands induced by return predictabilityJournal of Financial Economics, 2001
- Investing for the Long Run when Returns Are PredictableThe Journal of Finance, 2000
- Optimal Portfolio Choice Under Loss AversionSSRN Electronic Journal, 2000
- Estimating Portfolio and Consumption Choice: A Conditional Euler Equations ApproachThe Journal of Finance, 1999
- On the Predictability of Stock Returns: An Asset-Allocation PerspectiveThe Journal of Finance, 1996
- Dynamic Nonmyopic Portfolio BehaviorThe Review of Financial Studies, 1996
- Observing different orders of risk aversionJournal of Risk and Uncertainty, 1994
- Uncertainty Aversion, Risk Aversion, and the Optimal Choice of PortfolioEconometrica, 1992
- Dynamic Choice Theory and Dynamic ProgrammingEconometrica, 1979